+16.5%
JD vs JBLU
-72.4%
+88.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -4.2% | -5.0% | +0.7% | -3.5% |
| 30D | -14.4% | -23.9% | +9.5% | -10.7% |
| 3M | -3.6% | -11.6% | +8.1% | -2.4% |
| 6M | -0.3% | -0.2% | -0.1% | -2.2% |
| YTD | -2.4% | -3.3% | +0.9% | -4.6% |
| 1Y | -18.5% | -15.4% | -3.1% | -19.0% |
| 3Y | -7.0% | -14.7% | +7.7% | -16.4% |
| 5Y | -61.7% | -70.0% | +8.3% | -59.6% |
| All | +16.5% | -72.4% | +88.9% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded JBLU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling